+1,351.8%
LITE vs NIO
-36.7%
+1,388.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.2% |
| 7D | -1.5% | -13.0% | +11.5% | +0.5% |
| 30D | +6.7% | -18.3% | +24.9% | +9.8% |
| 3M | -6.8% | -33.2% | +26.5% | -1.1% |
| 6M | +29.4% | -21.5% | +50.9% | +34.1% |
| YTD | +139.1% | -25.5% | +164.6% | +149.1% |
| 1Y | +521.0% | -38.0% | +559.0% | +561.8% |
| 3Y | +1,535.3% | -65.5% | +1,600.7% | +1,686.3% |
| 5Y | +889.8% | -90.6% | +980.4% | +1,079.1% |
| All | +1,351.8% | -36.7% | +1,388.5% | +1,207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling